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Modeling Variable Annuities with MATLAB

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Yi Wang, MathWorks

In this webinar, you will see how you can use MATLAB to develop and deploy insurance models within financial services. The webinar follows the creation of a variable annuity product from its inception through data integration, analysis, modeling, and finally deployment. The example shown will demonstrate how the capabilities of MathWorks products can benefit insurers.

Highlights include:

• Integrating data sources
• Valuing and creating a variable annuity product
• Application development and deployment

This webinar is relevant to practitioners or academics in finance whose focus is quantitative analysis, modeling, risk analysis, and valuation—particularly but not exclusively actuaries and professionals in the insurance industry. Familiarity with MATLAB is helpful, but not required.

Presenter: Yi Wang, MathWorks Application Engineer- Technical Computing

Presenter Bio: Yi holds a Bachelor of Applied Science in Computer Engineering from the University of Toronto and an M.S. in Computer Engineering from the University of Illinois at Chicago and a second M.S. in Computer Science from the University of Southern California. Before joining The MathWorks, Yi worked at Motorola in Illinois for seven years first as a software engineer in product development of wireless communications systems and later as a patent portfolio analyst managing Motorola’s intellectual property processes. Since joining The MathWorks in 2007, Yi has worked to primarily support the financial services industry. Yi passed the Canadian Securities Course examination in 2001 and Level I of the CFA examination in 2008.

Product Focus

  • Datafeed Toolbox
  • Econometrics Toolbox
  • Financial Toolbox
  • Optimization Toolbox
  • Statistics and Machine Learning Toolbox

Recorded: 9 Mar 2010